COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 410,101: 72,782 5,718 119,759 195,449 273,729 387,990 399,206: 22,111 10,895
Old : 394,254: 69,073 6,564 117,659 186,557 259,849 373,289 384,071: 20,966 10,183
Other: 15,846: 4,641 86 1,168 8,891 13,880 14,701 15,135: 1,145 712
: : :
: : Changes in Commitments from: October 5, 2010 :
: 18,566: 794 -340 13,488 3,820 5,233 18,102 18,381: 464 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 1.4 29.2 47.7 66.7 94.6 97.3: 5.4 2.7
Old : 100.0: 17.5 1.7 29.8 47.3 65.9 94.7 97.4: 5.3 2.6
Other: 100.0: 29.3 0.5 7.4 56.1 87.6 92.8 95.5: 7.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 153 38 95 73 82 260 188:
Old : 283: 145 44 94 71 81 254 187:
Other: 79: 24 6 13 26 38 55 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 28.7 30.7 41.8 8.5 17.3 12.7 22.4
Old : 21.2 28.8 30.9 42.0 8.5 17.0 12.8 22.9
Other: 44.6 41.0 59.1 58.9 41.4 40.9 55.8 58.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 43,161: 19,197 677 8,958 11,162 32,433 39,317 42,069: 3,843 1,092
Old : 20,884: 10,402 844 4,711 3,063 14,671 18,177 20,226: 2,708 658
Other: 22,277: 9,092 131 3,950 8,099 17,762 21,141 21,842: 1,136 434
: : :
: : Changes in Commitments from: October 5, 2010 :
: -3,347: -1,210 -140 -1,097 -874 -1,888 -3,180 -3,125: -167 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 1.6 20.8 25.9 75.1 91.1 97.5: 8.9 2.5
Old : 100.0: 49.8 4.0 22.6 14.7 70.3 87.0 96.9: 13.0 3.1
Other: 100.0: 40.8 0.6 17.7 36.4 79.7 94.9 98.1: 5.1 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 61 19 22 29 32 105 59:
Old : 98: 48 16 18 24 25 82 49:
Other: 74: 33 8 19 18 24 59 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 56.3 34.1 68.7 20.3 48.9 31.0 57.9
Old : 24.4 62.3 36.2 70.7 24.3 57.3 33.1 61.6
Other: 30.0 55.2 48.9 71.1 28.9 48.0 44.5 58.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 148,460: 29,494 38,508 23,328 86,531 79,773 139,353 141,609: 9,107 6,851
Old : 126,176: 29,333 44,896 15,513 72,518 59,118 117,365 119,527: 8,811 6,649
Other: 22,284: 6,659 111 1,317 14,012 20,655 21,988 22,082: 296 202
: : :
: : Changes in Commitments from: October 5, 2010 :
: 698: 1,370 -456 -2,961 2,426 4,913 835 1,497: -137 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 25.9 15.7 58.3 53.7 93.9 95.4: 6.1 4.6
Old : 100.0: 23.2 35.6 12.3 57.5 46.9 93.0 94.7: 7.0 5.3
Other: 100.0: 29.9 0.5 5.9 62.9 92.7 98.7 99.1: 1.3 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 55 54 43 58 53 134 132:
Old : 173: 55 54 43 58 48 134 127:
Other: 39: 4 6 7 20 26 29 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 29.7 37.1 44.3 16.3 21.9 23.9 30.3
Old : 21.9 29.4 31.9 44.3 20.1 22.5 28.4 33.6
Other: 63.7 62.1 81.2 78.2 45.4 46.4 55.2 55.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 855,149: 168,890 6,672 228,339 366,664 562,374 763,894 797,385: 91,254 57,763
Old : 855,149: 168,890 6,672 228,339 366,664 562,374 763,894 797,385: 91,254 57,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 55,175: 873 -7,194 39,245 10,102 21,469 50,220 53,520: 4,955 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 0.8 26.7 42.9 65.8 89.3 93.2: 10.7 6.8
Old : 100.0: 19.7 0.8 26.7 42.9 65.8 89.3 93.2: 10.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 84 31 81 74 86 188 169:
Old : 208: 84 31 81 74 86 188 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 21.2 22.2 33.8 10.0 17.1 16.1 26.5
Old : 12.7 21.2 22.2 33.8 10.0 17.1 16.1 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 198,452: 42,038 9,908 63,500 82,661 116,000 188,199 189,408: 10,253 9,044
Old : 196,405: 42,028 10,412 62,760 81,526 114,262 186,314 187,435: 10,091 8,970
Other: 2,046: 580 66 170 1,135 1,737 1,884 1,973: 162 73
: : :
: : Changes in Commitments from: October 5, 2010 :
: 3,734: 700 421 -33 2,123 2,575 2,789 2,962: 945 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 5.0 32.0 41.7 58.5 94.8 95.4: 5.2 4.6
Old : 100.0: 21.4 5.3 32.0 41.5 58.2 94.9 95.4: 5.1 4.6
Other: 100.0: 28.3 3.2 8.3 55.5 84.9 92.1 96.4: 7.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 130 74 90 115 140 293 259:
Old : 362: 131 73 89 114 139 291 258:
Other: 45: 9 2 5 16 23 26 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 19.2 33.1 30.0 12.3 9.5 19.6 15.8
Old : 21.1 19.4 33.3 29.8 12.4 9.2 19.8 15.6
Other: 54.6 68.0 73.8 79.6 52.8 66.0 68.4 76.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 35,360: 19,673 21,088 756 11,275 9,700 31,703 31,544: 3,656 3,815
Old : 35,360: 19,673 21,088 756 11,275 9,700 31,703 31,544: 3,656 3,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 345: 523 370 -112 -715 319 -304 577: 649 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 59.6 2.1 31.9 27.4 89.7 89.2: 10.3 10.8
Old : 100.0: 55.6 59.6 2.1 31.9 27.4 89.7 89.2: 10.3 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 25 37 5 10 11 35 53:
Old : 80: 25 37 5 10 11 35 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 42.5 77.4 60.1 66.7 42.5 75.8 60.1
Old : 67.0 42.5 77.4 60.1 66.7 42.5 75.8 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 395,340: 35,447 79,424 3,669 338,955 295,862 378,072 378,955: 17,269 16,386
Old : 395,340: 35,447 79,424 3,669 338,955 295,862 378,072 378,955: 17,269 16,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -1,120: -2,249 2,287 -132 148 -2,206 -2,233 -51: 1,113 -1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 20.1 0.9 85.7 74.8 95.6 95.9: 4.4 4.1
Old : 100.0: 9.0 20.1 0.9 85.7 74.8 95.6 95.9: 4.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 31 53 19 100 100 145 158:
Old : 251: 31 53 19 100 100 145 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 19.2 55.4 30.0 42.9 19.2 54.6 30.0
Old : 43.5 19.2 55.4 30.0 42.9 19.2 54.6 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2010